ok nevermind. I think I got it.
I suppose I have to implement partial closing of positions and keep tracking the SL somehow
So I can confirm it is because FxPro has netting position accounting on MT5 and not hedging. So only one position open and inherrited SL/TP.
The workaround I found was to open trades without SL but instead have individual Sell Stop & Buy Stop pending orders that act as StopLosses.
Any better suggestions?
The beginner's guide to FX trading